CME Euro FX (E) Future September 2014

Trading Metrics calculated at close of trading on 09-Jan-2014

Day Change Summary
	Previous	Current
	08-Jan-2014	09-Jan-2014	Change	Change %	Previous Week
Open	1.3615	1.3554	-0.0061	-0.4%	1.3820
High	1.3628	1.3591	-0.0037	-0.3%	1.3820
Low	1.3571	1.3554	-0.0017	-0.1%	1.3602
Close	1.3582	1.3591	0.0009	0.1%	1.3602
Range	0.0057	0.0037	-0.0020	-35.1%	0.0218
ATR	0.0051	0.0050	-0.0001	-2.0%	0.0000
Volume	1	18	17	1,700.0%	9

Daily Pivots for day following 09-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3690	1.3677	1.3611
R3	1.3653	1.3640	1.3601
R2	1.3616	1.3616	1.3598
R1	1.3603	1.3603	1.3594	1.3610
PP	1.3579	1.3579	1.3579	1.3582
S1	1.3566	1.3566	1.3588	1.3573
S2	1.3542	1.3542	1.3584
S3	1.3505	1.3529	1.3581
S4	1.3468	1.3492	1.3571

Weekly Pivots for week ending 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.4329	1.4183	1.3722
R3	1.4111	1.3965	1.3662
R2	1.3893	1.3893	1.3642
R1	1.3747	1.3747	1.3622	1.3711
PP	1.3675	1.3675	1.3675	1.3657
S1	1.3529	1.3529	1.3582	1.3493
S2	1.3457	1.3457	1.3562
S3	1.3239	1.3311	1.3542
S4	1.3021	1.3093	1.3482

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3639	1.3554	0.0085	0.6%	0.0023	0.2%	44%	False	True	4
10	1.3820	1.3554	0.0266	2.0%	0.0022	0.2%	14%	False	True	3
20	1.3820	1.3554	0.0266	2.0%	0.0022	0.2%	14%	False	True	7
40	1.3820	1.3429	0.0391	2.9%	0.0022	0.2%	41%	False	False	5

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.0001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3748
2.618	1.3688
1.618	1.3651
1.000	1.3628
0.618	1.3614
HIGH	1.3591
0.618	1.3577
0.500	1.3573
0.382	1.3568
LOW	1.3554
0.618	1.3531
1.000	1.3517
1.618	1.3494
2.618	1.3457
4.250	1.3397

Fisher Pivots for day following 09-Jan-2014
Pivot	1 day	3 day
R1	1.3585	1.3597
PP	1.3579	1.3595
S1	1.3573	1.3593

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These figures are updated between 7pm and 10pm EST after a trading day.

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